On exponential decay of the variance of BLUE for the mean of a stationary sequence
2019 ◽
Vol 56
(4)
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pp. 482-491
Keyword(s):
Abstract In this paper, we obtain necessary as well as sufficient conditions for exponential rate of decrease of the variance of the best linear unbiased estimator (BLUE) for the unknown mean of a stationary sequence possessing a spectral density. In particular, we show that a necessary condition for variance of BLUE to decrease to zero exponentially is that the spectral density vanishes on a set of positive Lebesgue measure in any vicinity of zero.
2019 ◽
Vol 54
(6)
◽
pp. 371-380
1995 ◽
Vol 44
(2)
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pp. 302-309
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2017 ◽
Vol 189
(11)
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Keyword(s):
2003 ◽
Vol 30
(3)
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pp. 253-265
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2009 ◽
Vol 139
(4)
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pp. 1522-1529
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Keyword(s):
1973 ◽
Vol R-22
(1)
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pp. 27-34
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